+19.0%
DLR vs TPG
-6.0%
+25.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.0% |
| 30D | -3.4% | +11.1% | -14.4% | -5.3% |
| 3M | +0.5% | +26.3% | -25.8% | -3.8% |
| 6M | +4.6% | +18.3% | -13.8% | +0.8% |
| YTD | +23.4% | -14.4% | +37.8% | +26.0% |
| 1Y | +19.0% | -6.7% | +25.7% | +19.2% |
| All | +19.0% | -6.0% | +25.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling